Shadows of Self takes place in the same timeline and with mostly the same characters as Alloy of Law. From what I’ve heard, this is supposed to be the actual first book of the second trilogy, with Alloy of Law being essentially a happy accident.
Wax and Wayne are back, in all their awesome glory. I still greatly enjoy what Sanderson did both with their Allomantic/Feruchemic abilities (they’re more interesting / real feeling that the full Mistborn of the original trilogy) along with their great personalities. Wayne is the best sort of crazy and Wax is just as driven as ever. Marasi also gets a chance to shine as well, becoming a constable in her own right and putting her sharp mind, passion, and years of schooling to good use.
Plotwise, Shadows of Self is unfortunately a little weak. It’s not terrible by itself and the events of the story (unrest from social inequality; paralleling the industrial revolution) make perfect sense in the context of the universe. The Big Bad is powerful, smart, driving, and perhaps a touch insane. There’s a fairly big twist at the end that does a good job rocking everything you thought you knew. I really want to know how that's going to impact Wax's relationship with Harmony...
On the worldbuild side, Sanderson takes an already awesome world and magic system and adds a touch more depth to it. We don’t particularly get any new abilities or metals but rather variations on what we’ve already seen. That doesn’t make it any less interesting. Seeing exactly what a Kandra can do? More variations on Hemalurgy? Yes please. There are also some interesting parts about what Sazed/Harmony has become, along with hints (and more than hints) of other powers rising.
Overall, it’s probably the weakest Mistborn book thus far, but still an excellent book on its own merits and a good bridge. I cannot wait to read the Bands of Mourning. I’ve heard great things.
Random favorite thing: the prologue. Young Wax, first out in the roughs was hilarious.